New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations
This paper provides a proof of the existence and uniqueness theorem for the general form of fractional stochastic equations. The proof uses an approximation approach to convert fractional stochastic equation driven by fraction Brownian motion to an equivalent stochastic equation driven by standard B...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/30868/1/ICFDA%202018%2001-13.pdf https://repo.uum.edu.my/id/eprint/30868/ https://dx.doi.org/10.2139/ssrn.3286083 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!